It's not issue with Magento,No matter what you use for sending emails (third party service via SMTP or server PHP Mailer). You might have to configure your DNS settings to authenticate the server where Magento is hosted.
Best way to find out the exact reasons why your emails end up in spam is to run a test, and the most useful tool I used for this is https://www.mail-tester.com/
Hope it helps !
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